Linear Discriminant Analysis: The code creates a plot showing two Gaussian classes in 2d. They are parameterize the covariance matrix by parameters lambda_1 and theta, and has an interactive widget which shows the LDA hyperplane as the parameter varies. It also plots elliptical contours of the Gaussian densities and a small number of data points. The parameters should control the eccentricity of the ellipse associated to the covariance matrix.
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View Code? Open in Web Editor NEWLinear Discriminant Analysis: The code creates a plot showing two Gaussian classes in 2d. They are parameterize the covariance matrix by parameters lambda_1 and theta, and has an interactive widget which shows the LDA hyperplane as the parameter varies. It also plots elliptical contours of the Gaussian densities and a small number of data points. The parameters should control the eccentricity of the ellipse associated to the covariance matrix.